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On the limiting variance of matching estimators

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  • Songliang Chen
  • Fang Han

Abstract

This paper examines the limiting variance of nearest neighbor matching estimators for average treatment effects with a fixed number of matches. We present, for the first time, a closed-form expression for this limit. Here the key is the establishment of the limiting second moment of the catchment area's volume, which resolves a question of Abadie and Imbens. At the core of our approach is a new universality theorem on the measures of high-order Voronoi cells, extending a result by Devroye, Gy\"orfi, Lugosi, and Walk.

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  • Songliang Chen & Fang Han, 2024. "On the limiting variance of matching estimators," Papers 2411.05758, arXiv.org.
    • Handle: RePEc:arx:papers:2411.05758
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    File URL: http://arxiv.org/pdf/2411.05758
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